a. Evaluate the median lag for = 0.2, 0.4, 0.6, 0.8. b. Is there any systematic

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a. Evaluate the median lag for λ = 0.2, 0.4, 0.6, 0.8.

b. Is there any systematic relationship between the value of λ and the value of the median lag?


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Basic Econometrics

ISBN: 978-0073375779

5th edition

Authors: Damodar N. Gujrati, Dawn C. Porter

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